Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 4,24% | 0,42 CHF | 0,43 CHF | 120 000 | 25 000 | 121 274 | 20 014 | 52 119 CHF | 8 948 CHF | 99,25% | 99,25% |
14/08/2024 | 4,29% | 0,42 CHF | 0,43 CHF | 120 000 | 25 000 | 120 194 | 19 915 | 51 261 CHF | 8 846 CHF | 85,79% | 85,79% |
13/08/2024 | 4,54% | 0,42 CHF | 0,43 CHF | 120 000 | 25 000 | 128 788 | 20 215 | 51 495 CHF | 8 465 CHF | 94,14% | 94,14% |
12/08/2024 | 4,52% | 0,40 CHF | 0,41 CHF | 130 000 | 25 000 | 130 015 | 20 016 | 52 491 CHF | 8 429 CHF | 99,09% | 99,09% |
09/08/2024 | 4,29% | 0,40 CHF | 0,41 CHF | 130 000 | 25 000 | 122 457 | 20 208 | 51 200 CHF | 8 790 CHF | 97,64% | 97,64% |
08/08/2024 | 4,30% | 0,42 CHF | 0,43 CHF | 120 000 | 25 000 | 120 850 | 19 992 | 51 290 CHF | 8 854 CHF | 95,90% | 95,90% |
07/08/2024 | 3,72% | 0,48 CHF | 0,49 CHF | 110 000 | 25 000 | 107 341 | 20 011 | 52 876 CHF | 10 209 CHF | 99,63% | 99,63% |
06/08/2024 | 3,62% | 0,50 CHF | 0,51 CHF | 100 000 | 25 000 | 101 387 | 20 104 | 51 053 CHF | 10 480 CHF | 98,42% | 98,42% |
02/08/2024 | 3,22% | 0,54 CHF | 0,55 CHF | 100 000 | 25 000 | 90 539 | 19 999 | 51 680 CHF | 11 797 CHF | 90,64% | 90,64% |
30/07/2024 | 3,01% | 0,55 CHF | 0,56 CHF | 100 000 | 25 000 | 90 402 | 19 994 | 53 445 CHF | 12 136 CHF | 65,32% | 65,32% |